| Trading Metrics calculated at close of trading on 03-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2015 |
03-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2,063.75 |
2,085.25 |
21.50 |
1.0% |
2,057.25 |
| High |
2,092.00 |
2,102.75 |
10.75 |
0.5% |
2,086.75 |
| Low |
2,057.00 |
2,081.50 |
24.50 |
1.2% |
2,043.75 |
| Close |
2,087.75 |
2,095.50 |
7.75 |
0.4% |
2,066.00 |
| Range |
35.00 |
21.25 |
-13.75 |
-39.3% |
43.00 |
| ATR |
26.87 |
26.47 |
-0.40 |
-1.5% |
0.00 |
| Volume |
3,064 |
3,336 |
272 |
8.9% |
12,869 |
|
| Daily Pivots for day following 03-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,157.00 |
2,147.50 |
2,107.25 |
|
| R3 |
2,135.75 |
2,126.25 |
2,101.25 |
|
| R2 |
2,114.50 |
2,114.50 |
2,099.50 |
|
| R1 |
2,105.00 |
2,105.00 |
2,097.50 |
2,109.75 |
| PP |
2,093.25 |
2,093.25 |
2,093.25 |
2,095.50 |
| S1 |
2,083.75 |
2,083.75 |
2,093.50 |
2,088.50 |
| S2 |
2,072.00 |
2,072.00 |
2,091.50 |
|
| S3 |
2,050.75 |
2,062.50 |
2,089.75 |
|
| S4 |
2,029.50 |
2,041.25 |
2,083.75 |
|
|
| Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,194.50 |
2,173.25 |
2,089.75 |
|
| R3 |
2,151.50 |
2,130.25 |
2,077.75 |
|
| R2 |
2,108.50 |
2,108.50 |
2,074.00 |
|
| R1 |
2,087.25 |
2,087.25 |
2,070.00 |
2,098.00 |
| PP |
2,065.50 |
2,065.50 |
2,065.50 |
2,070.75 |
| S1 |
2,044.25 |
2,044.25 |
2,062.00 |
2,055.00 |
| S2 |
2,022.50 |
2,022.50 |
2,058.00 |
|
| S3 |
1,979.50 |
2,001.25 |
2,054.25 |
|
| S4 |
1,936.50 |
1,958.25 |
2,042.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,102.75 |
2,048.00 |
54.75 |
2.6% |
24.50 |
1.2% |
87% |
True |
False |
2,996 |
| 10 |
2,102.75 |
1,999.00 |
103.75 |
5.0% |
24.00 |
1.1% |
93% |
True |
False |
3,346 |
| 20 |
2,102.75 |
1,952.50 |
150.25 |
7.2% |
22.50 |
1.1% |
95% |
True |
False |
5,072 |
| 40 |
2,102.75 |
1,853.00 |
249.75 |
11.9% |
30.25 |
1.4% |
97% |
True |
False |
4,497 |
| 60 |
2,102.75 |
1,819.25 |
283.50 |
13.5% |
35.25 |
1.7% |
97% |
True |
False |
3,175 |
| 80 |
2,111.25 |
1,819.25 |
292.00 |
13.9% |
30.75 |
1.5% |
95% |
False |
False |
2,431 |
| 100 |
2,111.25 |
1,819.25 |
292.00 |
13.9% |
29.00 |
1.4% |
95% |
False |
False |
1,959 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,193.00 |
|
2.618 |
2,158.50 |
|
1.618 |
2,137.25 |
|
1.000 |
2,124.00 |
|
0.618 |
2,116.00 |
|
HIGH |
2,102.75 |
|
0.618 |
2,094.75 |
|
0.500 |
2,092.00 |
|
0.382 |
2,089.50 |
|
LOW |
2,081.50 |
|
0.618 |
2,068.25 |
|
1.000 |
2,060.25 |
|
1.618 |
2,047.00 |
|
2.618 |
2,025.75 |
|
4.250 |
1,991.25 |
|
|
| Fisher Pivots for day following 03-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,094.50 |
2,090.25 |
| PP |
2,093.25 |
2,085.00 |
| S1 |
2,092.00 |
2,080.00 |
|